0.15Open0.20Pre Close37 Volume38 Open Interest11.00Strike Price863.00Turnover344.26%IV20.24%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type0.1961Delta0.1628Gamma54.65Leverage Ratio-0.1700Theta0.0000Rho10.72Eff Leverage0.0014Vega